Your best option for dwf to step conversion, which is more or less export of Autodesk Design Web Format (.dwf) to STEP format, would be to use AutoCAD/Inventor. This is mainly because it is very likely that your DWF files were created in Autodesk software in first place. However, it is true that .dwf files are usually generated for publishing reasons only and it might not always be possible to convert them to anything else (including STEP format). The most reliable way would be to use the original CAD source.
Open DWF file Open STEP file